PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DOCU vs. BABA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DOCU and BABA is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

DOCU vs. BABA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DocuSign, Inc. (DOCU) and Alibaba Group Holding Limited (BABA). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
109.92%
-25.13%
DOCU
BABA

Key characteristics

Sharpe Ratio

DOCU:

0.94

BABA:

1.83

Sortino Ratio

DOCU:

1.86

BABA:

2.59

Omega Ratio

DOCU:

1.23

BABA:

1.32

Calmar Ratio

DOCU:

0.51

BABA:

1.01

Martin Ratio

DOCU:

3.65

BABA:

5.28

Ulcer Index

DOCU:

11.85%

BABA:

14.85%

Daily Std Dev

DOCU:

46.04%

BABA:

42.77%

Max Drawdown

DOCU:

-87.57%

BABA:

-80.09%

Current Drawdown

DOCU:

-73.10%

BABA:

-58.18%

Fundamentals

Market Cap

DOCU:

$16.89B

BABA:

$310.00B

EPS

DOCU:

$5.08

BABA:

$6.86

PE Ratio

DOCU:

16.42

BABA:

18.92

PEG Ratio

DOCU:

0.41

BABA:

0.73

Total Revenue (TTM)

DOCU:

$2.98B

BABA:

$759.89B

Gross Profit (TTM)

DOCU:

$2.35B

BABA:

$305.44B

EBITDA (TTM)

DOCU:

$372.31M

BABA:

$140.02B

Returns By Period

In the year-to-date period, DOCU achieves a -7.27% return, which is significantly lower than BABA's 53.07% return.


DOCU

YTD

-7.27%

1M

2.08%

6M

33.80%

1Y

42.35%

5Y*

1.09%

10Y*

N/A

BABA

YTD

53.07%

1M

-0.78%

6M

12.62%

1Y

79.61%

5Y*

-6.68%

10Y*

4.90%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DOCU vs. BABA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DOCU
The Risk-Adjusted Performance Rank of DOCU is 8080
Overall Rank
The Sharpe Ratio Rank of DOCU is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of DOCU is 8383
Sortino Ratio Rank
The Omega Ratio Rank of DOCU is 8080
Omega Ratio Rank
The Calmar Ratio Rank of DOCU is 7474
Calmar Ratio Rank
The Martin Ratio Rank of DOCU is 8181
Martin Ratio Rank

BABA
The Risk-Adjusted Performance Rank of BABA is 8989
Overall Rank
The Sharpe Ratio Rank of BABA is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of BABA is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BABA is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BABA is 8484
Calmar Ratio Rank
The Martin Ratio Rank of BABA is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DOCU vs. BABA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DocuSign, Inc. (DOCU) and Alibaba Group Holding Limited (BABA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for DOCU, currently valued at 0.94, compared to the broader market-2.00-1.000.001.002.003.00
DOCU: 0.94
BABA: 1.83
The chart of Sortino ratio for DOCU, currently valued at 1.86, compared to the broader market-6.00-4.00-2.000.002.004.00
DOCU: 1.86
BABA: 2.59
The chart of Omega ratio for DOCU, currently valued at 1.23, compared to the broader market0.501.001.502.00
DOCU: 1.23
BABA: 1.32
The chart of Calmar ratio for DOCU, currently valued at 0.51, compared to the broader market0.001.002.003.004.005.00
DOCU: 0.51
BABA: 1.01
The chart of Martin ratio for DOCU, currently valued at 3.65, compared to the broader market-5.000.005.0010.0015.0020.00
DOCU: 3.65
BABA: 5.28

The current DOCU Sharpe Ratio is 0.94, which is lower than the BABA Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of DOCU and BABA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.94
1.83
DOCU
BABA

Dividends

DOCU vs. BABA - Dividend Comparison

DOCU has not paid dividends to shareholders, while BABA's dividend yield for the trailing twelve months is around 0.51%.


TTM20242023
DOCU
DocuSign, Inc.
0.00%0.00%0.00%
BABA
Alibaba Group Holding Limited
0.51%0.78%1.29%

Drawdowns

DOCU vs. BABA - Drawdown Comparison

The maximum DOCU drawdown since its inception was -87.57%, which is greater than BABA's maximum drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for DOCU and BABA. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%NovemberDecember2025FebruaryMarchApril
-73.10%
-58.18%
DOCU
BABA

Volatility

DOCU vs. BABA - Volatility Comparison

DocuSign, Inc. (DOCU) has a higher volatility of 18.12% compared to Alibaba Group Holding Limited (BABA) at 14.70%. This indicates that DOCU's price experiences larger fluctuations and is considered to be riskier than BABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
18.12%
14.70%
DOCU
BABA

Financials

DOCU vs. BABA - Financials Comparison

This section allows you to compare key financial metrics between DocuSign, Inc. and Alibaba Group Holding Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab